+26.1%
APD vs RVMD
+570.7%
-544.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -1.9% | +1.1% | -2.9% | -2.0% |
| 3M | +8.2% | +39.6% | -31.4% | +5.3% |
| 6M | +10.7% | +110.7% | -99.9% | +3.4% |
| YTD | +22.9% | +160.3% | -137.4% | +11.9% |
| 1Y | +5.8% | +404.9% | -399.1% | -9.8% |
| 3Y | +7.8% | +545.5% | -537.7% | -12.1% |
| 5Y | +26.1% | +584.7% | -558.6% | -3.9% |
| All | +26.1% | +570.7% | -544.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling